Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.9: Synthetic Customer Shorts

Report Date Reporting Entity PID Product Sub Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Treasury Control Settlement Rehypothecated Internal Internal Counterparty Business Line
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.9 Synthetic Customer Shorts Yes 4343485804.69 Day 60 No 736656801.20 7-30 Days Corporate Bonds 2384582170.06 Yes T+1 Yes No Treasury
2025-09-09 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Yes 5272615772.45 Day 5 No 614212304.96 7-30 Days Other 3099157342.60 No T+2 No Yes Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts No 5332519090.84 Day 52 No 1103042357.97 31-90 Days Equities 3257126613.95 No T+0 No No IntS-2936 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts Yes 2153942949.23 Day 29 No 930573301.37 7-30 Days Other 2938871461.59 No T+1 No Yes IntS-3450 Trading
2025-09-09 Liberty Capital Markets Inc. O.S.9 Synthetic Customer Shorts No 4024741541.14 Day 54 Yes 1568415409.29 <7 Days None 3466932513.51 Yes T+2 Yes No IntS-8539 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts No 3299988193.54 151 - 179 Days Yes 1114834551.34 <7 Days Agency MBS 1517437926.84 No T+2 Yes Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts Yes 5581897591.13 Day 52 No 1946291928.76 7-30 Days None 4928601259.17 No T+1 No No Trading
2025-09-09 Liberty Capital Markets Inc. O.S.9 Synthetic Customer Shorts No 2704219765.09 Day 36 Yes 818657708.17 7-30 Days None 2070988489.55 No T+1 Yes No Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.9 Synthetic Customer Shorts No 1661200028.88 Day 45 No 610884327.51 7-30 Days None 830471938.93 Yes T+2 Yes No Trading
2025-09-09 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts No 4924496206.24 83 - 90 Days No 474781207.43 <7 Days Cash 1202708438.35 Yes T+0 Yes No Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.9 Synthetic Customer Shorts Yes 6682412454.31 Day 18 Yes 1663447848.92 7-30 Days Cash 5053068614.62 Yes T+1 No No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.9 Synthetic Customer Shorts No 5747670499.47 61 - 67 Days Yes 312297641.36 <7 Days None 5000805197.03 No T+2 No No IntS-8506 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Yes 6544968394.92 Day 51 No 1879829450.27 31-90 Days None 6175907270.28 No T+1 Yes Yes Trading
2025-09-09 Liberty National Bank O.S.9 Synthetic Customer Shorts Yes 5623272404.30 61 - 67 Days No 1668816962.51 <7 Days Corporate Bonds 2336511712.95 No T+0 Yes Yes Funding
2025-09-09 Liberty Capital Markets Inc. O.S.9 Synthetic Customer Shorts No 5632473859.16 Day 45 Yes 1187366285.94 7-30 Days Treasuries 1484083234.07 No T+0 No Yes IntS-2115 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.9 Synthetic Customer Shorts No 1483790510.12 Day 15 Yes 280434965.56 <7 Days None 4890134911.99 No T+1 No Yes Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.9 Synthetic Customer Shorts Yes 873058376.18 Day 50 Yes 1811628537.40 7-30 Days Agency MBS 2813539185.97 Yes T+1 No Yes IntS-8376 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts Yes 7120350739.08 Day 57 Yes 1367978176.54 31-90 Days Cash 4006920670.79 No T+1 Yes Yes IntS-4190 Funding
2025-09-09 Liberty National Bank O.S.9 Synthetic Customer Shorts No 3215077348.73 Day 21 Yes 967319786.70 <7 Days Cash 2308182401.02 Yes T+0 Yes No Trading
2025-09-09 Liberty National Bank O.S.9 Synthetic Customer Shorts No 5195199457.20 68 - 74 Days No 860627712.04 31-90 Days None 511988890.40 Yes T+2 Yes No IntS-3765 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.9 Synthetic Customer Shorts Yes 2650679258.63 >3 Yr <= 4 Yr No 1472740118.42 31-90 Days Cash 2539954907.09 No T+0 No No Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.9 Synthetic Customer Shorts Yes 5405628484.78 Day 1 No 1621098241.83 31-90 Days None 810173440.05 No T+0 No Yes IntS-7658 Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.9 Synthetic Customer Shorts No 4938988647.85 Day 28 Yes 826390645.47 31-90 Days None 2420596072.31 No T+1 Yes Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.9 Synthetic Customer Shorts No 6681521013.79 75 - 82 Days No 656847925.00 <7 Days Treasuries 6285937683.74 No T+0 No Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.S.9 Synthetic Customer Shorts Yes 7420991711.86 Day 40 No 180322376.33 31-90 Days None 1529354040.45 No T+1 Yes No Funding